Re: Data to Test a Cholesky Decomposition

Thanks.

I didn't think of that. (Seriously.)
Unfortunately, I don't have Mathematica. (I wonder if Wolfram Alpha offers this sort of functionality.)

I suppose I could write a small program in C++ that uses a random number generator to fill the lower triangular portion of the array and then form L * L^T.
It's a bit more work than I expected, but doable.